Files
PythonRobotics/scripts/optimization/SteepestDescentMethod/SteepestDescentMethod.py
2016-05-04 22:08:34 +09:00

80 lines
1.6 KiB
Python

#!/usr/bin/python
# -*- coding: utf-8 -*-
import matplotlib.pyplot as plt
import numpy as np
import random
import math
delta = 0.1
minXY=-5.0
maxXY=5.0
nContour=50
alpha=0.01
def Jacob(state):
u"""
jacobi matrix of Himmelblau's function
"""
x=state[0,0]
y=state[0,1]
dx=4*x**3+4*x*y-44*x+2*x+2*y**2-14
dy=2*x**2+4*x*y+4*y**3-26*y-22
J=np.matrix([dx,dy])
return J
def HimmelblauFunction(x,y):
u"""
Himmelblau's function
see Himmelblau's function - Wikipedia, the free encyclopedia
http://en.wikipedia.org/wiki/Himmelblau%27s_function
"""
return (x**2+y-11)**2+(x+y**2-7)**2
def ConstrainFunction(x):
return (2.0*x+1.0)
def CreateMeshData():
x = np.arange(minXY, maxXY, delta)
y = np.arange(minXY, maxXY, delta)
X, Y = np.meshgrid(x, y)
Z=[HimmelblauFunction(x,y) for (x,y) in zip(X,Y)]
return(X,Y,Z)
def SteepestDescentMethod(start,Jacob):
u"""
Steepest Descent Method Optimization
"""
result=start
x=start
while 1:
J=Jacob(x)
sumJ=np.sum(abs(alpha*J))
if sumJ<=0.01:
print("OK")
break
x=x-alpha*J
result=np.vstack((result,x))
return result
# Main
start=np.matrix([random.uniform(minXY,maxXY),random.uniform(minXY,maxXY)])
result=SteepestDescentMethod(start,Jacob)
(X,Y,Z)=CreateMeshData()
CS = plt.contour(X, Y, Z,nContour)
Xc=np.arange(minXY,maxXY,delta)
Yc=[ConstrainFunction(x) for x in Xc]
plt.plot(start[0,0],start[0,1],"xr");
plt.plot(Xc,Yc,"-r");
plt.plot(result[:,0],result[:,1],"-r");
plt.axis([minXY, maxXY, minXY, maxXY])
plt.show()